+101.7%
MPC vs ADM
+25.0%
+76.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -8.8% | -1.8% | -7.0% | -8.0% |
| 30D | -14.4% | -13.3% | -1.1% | -7.7% |
| 3M | +21.9% | -13.4% | +35.3% | +31.2% |
| 6M | +60.1% | -9.6% | +69.7% | +67.8% |
| YTD | +142.3% | +23.0% | +119.3% | +122.9% |
| 1Y | +101.7% | +27.4% | +74.3% | +83.8% |
| All | +101.7% | +25.0% | +76.7% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling